logparameterisering
Logparameterisering (log-parameterization) refers to the practice of expressing model parameters in terms of their logarithms. This technique is used to enforce non-negativity, stabilize numerical optimization, and linearize multiplicative relationships by transforming them into additive ones. In a typical setting, a parameter θ > 0 is represented as θ = exp(φ), where φ is a free parameter that can take any real value in the estimation process.
Mathematically, if a model depends on θ, substituting θ = exp(φ) yields a log-space formulation. The derivative with respect
Applications include parameter estimation in statistics and econometrics, Bayesian inference with positive-constrained parameters such as rates,
Potential drawbacks include the need to account for the Jacobian when computing priors or likelihoods in a